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» Horizon and stages in applications of stochastic programming...
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CCE
2004
13 years 4 months ago
Modeling and solving real-time scheduling problems by stochastic integer programming
This contribution deals with scheduling problems of flexible chemical batch processes with a special emphasis on their real-time character. This implies not only the need for suff...
Guido Sand, Sebastian Engell
IOR
2008
105views more  IOR 2008»
13 years 5 months ago
The Stochastic Knapsack Revisited: Switch-Over Policies and Dynamic Pricing
The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variat...
Grace Y. Lin, Yingdong Lu, David D. Yao
CCE
2004
13 years 4 months ago
Stochastic maximum principle for optimal control under uncertainty
Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situatio...
Vicente Rico-Ramírez, Urmila M. Diwekar
MP
2008
103views more  MP 2008»
13 years 5 months ago
Aggregation and discretization in multistage stochastic programming
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...
Daniel Kuhn
GECCO
2006
Springer
181views Optimization» more  GECCO 2006»
13 years 8 months ago
Designing safe, profitable automated stock trading agents using evolutionary algorithms
Trading rules are widely used by practitioners as an effective means to mechanize aspects of their reasoning about stock price trends. However, due to the simplicity of these rule...
Harish Subramanian, Subramanian Ramamoorthy, Peter...